Random numbers following the normal distribution are widely used for simulations in science and technology. The common method for generating the random numbers using a computational algorithm is to first generate random numbers following the uniform distribution and then convert them into the normal distribution either by using the central limit theorem or the Box-Muller algorithm (see Non-Patent Document 1 below). Thus random numbers following the normal distribution generated in such a way succeed the drawbacks for those of random numbers following the uniform distribution. The common methods for generating the random numbers following the uniform distribution are linear or quadratic congruential generators or Fibonacci series (see Non-Patent Document 2 below).
Recurrence plots are introduced in Non-Patent Document 3 below.
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